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Equilibria and regularity in Mean Field Games with density penalization or constraints

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Auteurs : Santambrogio, Filippo (Auteur de la Conférence)
CIRM (Editeur )

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Résumé : In the talk, I will first present a typical Mean Field Game problem, as in the theory introduced by Lasry-Lions and Huang-Caines-Malhamé, concentrating on the case where the game has a variational structure (i.e., the equilibrium can be found by minimizing a global energy) and is purely deterministic (no diffusion, no stochastic control). From the game-theoretical point of view, we look for a Nash equilibrium for a non-atomic congestion game, involving a penalization on the density of the players at each point. I will explain why regularity questions are natural and useful for rigorously proving that minimizers are equilibria, making the connection with what has been done for the incompressible Euler equation in the Brenier's variational formalism. I will also introduce a variant where the penalization on the density is replaced by a constraint, which lets a price (which is a pressure, in the incompressible fluid language) appears on saturated regions. Then, I will sketch some regularity results which apply to these settings.
The content of the talk mainly comes from joint works with A. Mészáros, P. Cardaliaguet, and H. Lavenant.

Keywords : congestion games; pressure; optimal transport

Codes MSC :
49J45 - Problems involving semicontinuity and convergence
35Q91 - PDEs in connection with game theory, economics, social and behavioral sciences

Ressources complémentaires :
https://crowds2019.sciencesconf.org/data/pages/Crowds_book.pdf
https://www.cirm-math.fr/RepOrga/1927/Slides/Santambrogio.pdf

    Informations sur la Vidéo

    Réalisateur : Recanzone, Luca
    Langue : Anglais
    Date de publication : 25/06/2019
    Date de captation : 05/06/2019
    Sous collection : Research talks
    arXiv category : Analysis of PDEs ; Optimization and Control
    Domaine : Analysis and its Applications ; Control Theory & Optimization ; PDE
    Format : MP4 (.mp4) - HD
    Durée : 00:37:39
    Audience : Researchers
    Download : https://videos.cirm-math.fr/2019-06-05_Santambrogio.mp4

Informations sur la Rencontre

Nom de la rencontre : Foules : modèles et commande / Crowds: Models and Control
Organisateurs de la rencontre : Giua, Alessandro ; Morancey, Morgan ; Piccoli, Benedetto ; Rossi, Francesco ; Wolfram, Marie-Thérèse
Dates : 03/06/2019 - 07/06/2019
Année de la rencontre : 2019
URL Congrès : https://conferences.cirm-math.fr/1927.html

Données de citation

DOI : 10.24350/CIRM.V.19534903
Citer cette vidéo: Santambrogio, Filippo (2019). Equilibria and regularity in Mean Field Games with density penalization or constraints. CIRM. Audiovisual resource. doi:10.24350/CIRM.V.19534903
URI : http://dx.doi.org/10.24350/CIRM.V.19534903

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